+467.9%
WAB vs NWSA
+127.4%
+340.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.5% |
| 7D | -3.2% | -1.9% | -1.3% | -2.4% |
| 30D | -4.4% | +4.6% | -9.0% | -6.5% |
| 3M | +7.9% | +13.2% | -5.4% | +1.1% |
| 6M | +8.7% | +27.0% | -18.3% | -4.0% |
| YTD | +33.0% | +16.8% | +16.1% | +21.4% |
| 1Y | +46.7% | +4.5% | +42.1% | +40.8% |
| 3Y | +153.0% | +46.2% | +106.8% | +104.4% |
| 5Y | +222.3% | +40.9% | +181.4% | +157.0% |
| 10Y | +291.0% | +145.1% | +145.9% | +119.7% |
| All | +467.9% | +127.4% | +340.5% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling